Hi guys.
This was happening to me too with my brand new LG 27UP85NP-W.
If I choose
Apple-Lock Screen I have the issue everyone is talking about - Mac screen goes full black and LG monitor too but after a few seconds the monitor lights up and stays like that.
If I choose
Apple-Sleep the behaviour is the same but on the LG monitor a message appears "No signal - entering power save bla bla" and indeed it goes to sleep!!
Still this is not ideal because I need my Mac to stay awake rendering in Adobe Media Encoder with the screen locked/off and the Sleep option cancels the render.
Hope this helps.